Australian Block Market Share report – October
With the expertise of our Quantitative Analytics team, we compile a monthly report on Australian block market share – to give consistent and transparent data to share key insight in the Australian market.
Overall Block Market Share (October 2024 versus 12-month rolling average)
Liquidnet internal data. As of October 2024. 12-month rolling average November 2023 – October 2024, post new entrants launching. Source: Refinitiv, ASIC. Note: Only above ASIC tier blocks included. All blocks were traded between 10am and 4:11pm. Blocks at open/prev. close prices were excluded. ETF trades are excluded.
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The ASX200 returned -1.33% in October in fairly choppy trade with a number of factors at play
Despite the micro and macro backdrop, we saw more muted activity vs the last few months
In terms of rank and market share, was all fairly orderly with the top five shuffling amongst themselves.
Methodology
We have used ASIC definitions of a block (according to Tiers) instead of an arbitrary dollar value, and then cleaned the data by only incorporating blocks between 10:00 - 16:11. Any blocks done at PDC or open prices are also excluded. ETF trades are excluded.
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